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updated 6:40:45 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+63.46%
1d Period Avg+28.60%
LONG WOOFi Pro · nowPERP_TAO_USDC
−4.16%
1d avg:−3.25%
SHORT Ethereal · now
+59.30%
1d avg:+25.35%
Entry Spread Now
+0.010%
NeutralL 196.1400 · S 196.1592
24h range −0.12%…+0.23% · median +0.04%
Long pays every4hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$31.53
−0.32%
$Avg Daily PnL
+$3.82
+0.0382%
★Best Day
+$6.76
Aug 17
◎Open Interest
WOOFi Pro$16.2K⚡Funding APR
+13.93%
annualized · funding only
⚠Execution Cost
−$39.16
entry + exit fees
⏱Payback
10.3d
to break even
◧24h Volume
WOOFi Pro$1.5KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$39.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.